E-mini NASDAQ-100 Future September 2016

Trading Metrics calculated at close of trading on 02-Aug-2016

Day Change Summary
	Previous	Current
	01-Aug-2016	02-Aug-2016	Change	Change %	Previous Week
Open	4,737.50	4,749.25	11.75	0.2%	4,659.25
High	4,760.25	4,759.50	-0.75	0.0%	4,736.50
Low	4,721.00	4,681.75	-39.25	-0.8%	4,641.00
Close	4,744.50	4,714.25	-30.25	-0.6%	4,726.75
Range	39.25	77.75	38.50	98.1%	95.50
ATR	50.25	52.21	1.96	3.9%	0.00
Volume	199,516	261,263	61,747	30.9%	1,013,687

Daily Pivots for day following 02-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,951.75	4,910.75	4,757.00
R3	4,874.00	4,833.00	4,735.75
R2	4,796.25	4,796.25	4,728.50
R1	4,755.25	4,755.25	4,721.50	4,737.00
PP	4,718.50	4,718.50	4,718.50	4,709.25
S1	4,677.50	4,677.50	4,707.00	4,659.00
S2	4,640.75	4,640.75	4,700.00
S3	4,563.00	4,599.75	4,692.75
S4	4,485.25	4,522.00	4,671.50

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	4,988.00	4,952.75	4,779.25
R3	4,892.50	4,857.25	4,753.00
R2	4,797.00	4,797.00	4,744.25
R1	4,761.75	4,761.75	4,735.50	4,779.50
PP	4,701.50	4,701.50	4,701.50	4,710.25
S1	4,666.25	4,666.25	4,718.00	4,684.00
S2	4,606.00	4,606.00	4,709.25
S3	4,510.50	4,570.75	4,700.50
S4	4,415.00	4,475.25	4,674.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4,760.25	4,676.75	83.50	1.8%	44.75	1.0%	45%	False	False	223,710
10	4,760.25	4,597.75	162.50	3.4%	43.00	0.9%	72%	False	False	199,171
20	4,760.25	4,365.75	394.50	8.4%	45.75	1.0%	88%	False	False	196,978
40	4,760.25	4,167.75	592.50	12.6%	58.25	1.2%	92%	False	False	213,727
60	4,760.25	4,167.75	592.50	12.6%	56.75	1.2%	92%	False	False	142,731
80	4,760.25	4,167.75	592.50	12.6%	57.25	1.2%	92%	False	False	107,074
100	4,760.25	4,167.75	592.50	12.6%	55.50	1.2%	92%	False	False	85,675
120	4,760.25	3,902.00	858.25	18.2%	52.00	1.1%	95%	False	False	71,397

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.40
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	5,090.00
2.618	4,963.00
1.618	4,885.25
1.000	4,837.25
0.618	4,807.50
HIGH	4,759.50
0.618	4,729.75
0.500	4,720.50
0.382	4,711.50
LOW	4,681.75
0.618	4,633.75
1.000	4,604.00
1.618	4,556.00
2.618	4,478.25
4.250	4,351.25

Fisher Pivots for day following 02-Aug-2016
Pivot	1 day	3 day
R1	4,720.50	4,721.00
PP	4,718.50	4,718.75
S1	4,716.50	4,716.50

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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